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Type 'q()' to quit R. > x <- c(88.83,89.01,88.21,87.78,87.93,88.11,88.2,88.12,88.38,87.65,88.24,87.83,87.75,87.88,87.61,88.05,87.77,87.79,88.34,88.48,88.75,87.95,89.09,88.73,89.24,89.77,89.84,90.97,91.53,92.2,92.27,92.42,92.07,91.73,92.1,91.68,92.63,93.02,92.66,93.23,93.79,93.92,94.04,94.23,94.37,94.29,94.38,94,94.11,93.98,93.42,93.3,93.32,93.75,93.82,94.06,94.09,93.64,93.9,93.18,93.54,93.55,93.8,93.39,93.27,93.58,93.47,93.75,93.3,92.65,92.96,92.84,93.29,93.57,93.54,94.38,93.98,94.48,94.63,95.45,95.59,94.76,95.66,95.03,96.45,97.15,97.5,98.54,99.54,100.33,100.28,101.81,101.91,101.92,102.68,101.9,102.14,102.3,102.06,102.4,102.99,102.99,102.83,103.01,102.6,102.18,102.6,101.44) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '1' > par1 <- '48' > #'GNU S' R Code compiled by R2WASP v. 1.2.291 () > #Author: root > #To cite this work: Wessa P., (2012), (Partial) Autocorrelation Function (v1.0.11) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_autocorrelation.wasp/ > #Source of accompanying publication: > # > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par8 != '') par8 <- as.numeric(par8) > ox <- x > if (par8 == '') { + if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } + } else { + x <- log(x,base=par8) + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/wessaorg/rcomp/tmp/1mspk1445445664.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow=c(2,1)) > plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value') > if (par8=='') { + mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } else { + mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } > plot(x,type='l', main=mytitle,xlab='time',ylab='value') > par(op) > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2k0up1445445664.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub) > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3jv791445445664.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub) > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.975800419 0.949175858 0.918344572 0.882002439 [6] 0.844941423 0.805530182 0.766374476 0.723798659 0.685514851 [11] 0.643100824 0.600130388 0.558616317 0.511670374 0.464419846 [16] 0.416733924 0.369507884 0.323978007 0.281923556 0.241897164 [21] 0.203941432 0.172732060 0.142480138 0.116041414 0.094106125 [26] 0.075412074 0.058868412 0.043959213 0.029355505 0.018311774 [31] 0.010991860 0.005699875 0.000942741 -0.003774054 -0.007311479 [36] -0.009692546 -0.011191773 -0.011425773 -0.008963013 -0.007691583 [41] -0.007268897 -0.006413392 -0.003847748 -0.000555773 0.002794849 [46] 0.006905188 0.007927716 0.009312142 0.010080545 > (mypacf <- c(rpacf$acf)) [1] 0.9758004192 -0.0629654380 -0.0995067270 -0.1249618916 -0.0192244412 [6] -0.0522875021 -0.0007832231 -0.0896711061 0.0792044882 -0.1130664220 [11] -0.0280695734 -0.0055957446 -0.1234000822 -0.0424735730 -0.0198700891 [16] -0.0177452051 0.0221711227 0.0299090090 -0.0025042007 0.0134359424 [21] 0.0719514143 -0.0165365899 0.0320808965 0.0351501861 0.0399642030 [26] -0.0031138254 -0.0128039094 -0.0482206814 0.0599981586 0.0170408368 [31] 0.0125357112 -0.0348889536 -0.0558096066 -0.0068707989 0.0063084294 [36] -0.0198075028 0.0168734403 0.0444395583 -0.0467475293 -0.0209433323 [41] 0.0007854662 0.0398118223 0.0175389114 0.0016187725 0.0209777015 [46] -0.0521883343 0.0034166378 -0.0071579298 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 2:(par1+1)) { + a<-table.row.start(a) + a<-table.element(a,i-1,header=TRUE) + a<-table.element(a,round(myacf[i],6)) + mytstat <- myacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4aeqz1445445664.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Partial Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:par1) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,round(mypacf[i],6)) + mytstat <- mypacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/5famw1445445664.tab") > > try(system("convert tmp/1mspk1445445664.ps tmp/1mspk1445445664.png",intern=TRUE)) character(0) > try(system("convert tmp/2k0up1445445664.ps tmp/2k0up1445445664.png",intern=TRUE)) character(0) > try(system("convert tmp/3jv791445445664.ps tmp/3jv791445445664.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.219 0.219 1.443